[Archive!] Pure mathematics, physics, chemistry, etc.: brain-training problems not related to trade in any way - page 352

 
No, no. I was just saying that if we fix a point in time, choose a period (say 8) and calculate a simple swing at bar 0, that swing will stay the same if we shuffle those 8 prices however we want. Accounting for slippage, of course, introduces additional complexity into the analysis.
 
Mathemat >>:
Нет-нет. Я просто говорил о том, что если зафиксировать момент времени, выбрать период (скажем, 8) и вычислить простую машку на 0-м баре, то эта машка останется неизменной, если мы перетасуем эти 8 цен как захотим. Учет скользячести, конечно, вносит дополнительные сложности в анализ.

Yes. That's right. If the criterion for a simple MA is "the sum does not change by rearranging the sum of its components", then, yes, it is no longer a "simple" MA. It's closer to a weighted one. So it will be a "weighted" one.

But if we look at it from the point of view of a partial crawl on the oldest term))) in the time series, then everything looks logical.

 
Svinozavr >>:
Но если рассматривать именно с т.зр частичного заползания на самый старый член))) в именно временном ряду, то все выглядит логично.

I second that. An old cock is better than two new ones.

 
MetaDriver писал(а) >>

I second that. Old cock, better than new two.


Boring, gentlemen of mathematics!
At least someone would have posted a physics, chemistry or psychology problem.
https://www.youtube.com/watch?v=SYwBqFok3j4

 
Nah, there's no need. That's what the rest of the forum is all about.
 

I haven't read the whole thread too much. maybe I've seen it before. 9th grade problem

two bars of metal are given.
One has 35% gold content.
The other has 60%.
You need to calculate in what proportions to mix these two bars to get 40%.

Somehow it seems to me that this can be applied to the market. The only question is how...

 

Let the mass of the 1st bar be M1 and the mass of the 2nd bar be M2. Then the Au in the 1st bar is 0.35*M1 and the Au in the second bar is 0.6*M2,
and the total mass of gold MAu = 0.35*M1+0.6*M2;
total mass of bars MB=M1+M2;
You need a gold concentration of 40%, hence MAu/Mb=0.4;
Let's make an equation: (0.35*M1+0.6*M2)/(M1+M2)=0.4;
From this we find the ratio M1=4M2
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Example:
Let M1=10 kg, 3.5 kg of gold in it
M2=2.5 kg, the gold in it is 1.5 kg
The total weight of the gold is 5 kg, and the mass of the bars is 12.5 kg.
5\12,5 = 40%
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Sergei, just what does all this have to do with trade?

 
Richie >>:

...
Сергей, только какое всё это имеет отношение к торговле?

Maybe I'm wrong. It just occurred to me.

If we assume that the value of gold is determined by the exchange rates of currency pairs (you can have the currencies themselves). We make up a system of equations. Solve it. Now the exchange rate of gold (oil) has changed. Make a system again. Solve it. See the changes in the coefficients of currency pairs. Some of them grow and some of them drop. Decide what to buy.

If anyone is interested and will check it, please let me know.



 
Prival >>:

Может я и не прав. Просто подумалось.

Если допустить что стоимость золота определяется курсами валютных пар (можно самих валют). Составляем систему уравнений. Решаем. Теперь курс золота (нефти) поменялся. Снова составляем систему. Решаем. Смотрим, как изменились коэффициенты при валютных парах. Какие то выросли, какие то упали. Решаем что покупать.


When I was a child - in 85-87 I built and solved a similar problem (for N bars ;), but with a limit not of gold, but of moisture...
Cymes in the calculation of the mixture - if with 5 digits the result will be measured, or 4 - cuts are different.
And not to burn out. ;)
Kantorowicz had no idea.
 
The funniest thing is that the insane NLP complexity of the integer solution is simplified by solving the insane apothecary problem (looks like Gardner or Carol) with exact numerical scales.
But that's just lyricism (flood). not deciding not to write. ;)
Reason: